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MARA Holdings, Inc. Common Stock MARA

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Market dataready · fetched 2026-11-07T21:12:27.752Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:59:45.094544013Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-07T21:12:26.913769+00:00

Share price$6.32
1D+1.6%
AH$5.79$5.95$6.12$6.29$6.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMARA
Sold putSold callAH

MARA Holdings, Inc. Common Stock options

Live interpolated MARA call and put midpoint premiums by absolute delta.MARA Holdings, Inc. Common Stock$0.09$0.39$0.70$1.00$1.31$4.90$5.63$6.36$7.09$7.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MARA spot · $6.32MARA PRICE$0.12$0.16$0.20$0.25$0.31$0.36$0.43$0.51$0.59$0.67$0.81$0.94$1.10$0.15$0.20$0.25$0.30$0.37$0.44$0.51$0.59$0.69$0.79$0.90$1.06$1.22
PutsFair1.05×
CallsExpensive1.29×
SkewBullish-10.23 pp
Implied moveBearish±$0.94
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.53145.4%21.1%5.47150.5%15.8%
25Δ7.31145.0%18.3%5.65147.9%13.8%
30Δ7.10144.6%15.6%5.82145.3%11.9%
35Δ6.92144.7%13.4%5.99142.7%10.0%
40Δ6.76145.2%11.8%6.14141.3%8.8%
45Δ6.59145.7%10.1%6.28140.0%7.6%
50Δ6.44146.7%8.6%6.42138.7%6.4%
55Δ6.28148.3%7.5%6.57137.6%5.4%
60Δ6.13149.9%6.3%6.72136.9%4.6%
65Δ5.98152.0%5.2%6.88136.1%3.8%
70Δ5.79157.3%4.4%7.04135.4%3.0%
75Δ5.60162.7%3.5%7.23134.8%2.3%
80Δ5.39167.2%2.7%7.43134.3%1.7%

20Δ

Calls
Pseudo strike
7.53
IV
145.4%
B/E move
21.1%
Puts
Pseudo strike
5.47
IV
150.5%
B/E move
15.8%

25Δ

Calls
Pseudo strike
7.31
IV
145.0%
B/E move
18.3%
Puts
Pseudo strike
5.65
IV
147.9%
B/E move
13.8%

30Δ

Calls
Pseudo strike
7.10
IV
144.6%
B/E move
15.6%
Puts
Pseudo strike
5.82
IV
145.3%
B/E move
11.9%

35Δ

Calls
Pseudo strike
6.92
IV
144.7%
B/E move
13.4%
Puts
Pseudo strike
5.99
IV
142.7%
B/E move
10.0%

40Δ

Calls
Pseudo strike
6.76
IV
145.2%
B/E move
11.8%
Puts
Pseudo strike
6.14
IV
141.3%
B/E move
8.8%

45Δ

Calls
Pseudo strike
6.59
IV
145.7%
B/E move
10.1%
Puts
Pseudo strike
6.28
IV
140.0%
B/E move
7.6%

50Δ

Calls
Pseudo strike
6.44
IV
146.7%
B/E move
8.6%
Puts
Pseudo strike
6.42
IV
138.7%
B/E move
6.4%

55Δ

Calls
Pseudo strike
6.28
IV
148.3%
B/E move
7.5%
Puts
Pseudo strike
6.57
IV
137.6%
B/E move
5.4%

60Δ

Calls
Pseudo strike
6.13
IV
149.9%
B/E move
6.3%
Puts
Pseudo strike
6.72
IV
136.9%
B/E move
4.6%

65Δ

Calls
Pseudo strike
5.98
IV
152.0%
B/E move
5.2%
Puts
Pseudo strike
6.88
IV
136.1%
B/E move
3.8%

70Δ

Calls
Pseudo strike
5.79
IV
157.3%
B/E move
4.4%
Puts
Pseudo strike
7.04
IV
135.4%
B/E move
3.0%

75Δ

Calls
Pseudo strike
5.60
IV
162.7%
B/E move
3.5%
Puts
Pseudo strike
7.23
IV
134.8%
B/E move
2.3%

80Δ

Calls
Pseudo strike
5.39
IV
167.2%
B/E move
2.7%
Puts
Pseudo strike
7.43
IV
134.3%
B/E move
1.7%

Options history

IV · four-Friday blend110.43%
Daily close
MARA65.4%89.6%113.8%2026-08-10: 86.95%2026-08-11: 86.64%2026-08-12: 83.06%2026-08-13: 79.73%2026-08-14: 74.28%2026-08-17: 81.37%2026-08-18: 80.91%2026-08-19: 86.43%2026-08-20: 94.69%2026-08-21: 91.01%2026-08-24: 93.16%2026-08-25: 92.69%2026-08-26: 90.22%2026-08-27: 90.74%2026-08-28: 79.71%2026-08-31: 82.55%2026-09-01: 83.57%2026-09-02: 81.80%2026-09-03: 88.37%2026-09-04: 79.64%2026-09-08: 92.43%2026-09-09: 91.95%2026-09-10: 90.16%2026-09-11: 81.86%2026-09-14: 91.19%2026-09-15: 92.26%2026-09-16: 89.30%2026-09-17: 84.39%2026-09-18: 81.91%2026-09-21: 86.92%2026-09-22: 84.44%2026-09-23: 84.24%2026-09-24: 82.38%2026-09-25: 77.49%2026-09-28: 83.35%2026-09-29: 82.58%2026-09-30: 82.08%2026-10-01: 79.87%2026-10-02: 75.21%2026-10-05: 78.01%2026-10-06: 75.32%2026-10-07: 80.17%2026-10-08: 75.00%2026-10-09: 68.71%2026-10-12: 73.47%2026-10-13: 80.05%2026-10-14: 92.30%2026-10-15: 95.68%2026-10-16: 94.94%2026-10-19: 96.25%2026-10-20: 97.47%2026-10-21: 100.52%2026-10-22: 100.75%2026-10-23: 96.94%2026-10-26: 101.71%2026-10-27: 104.56%2026-10-28: 106.99%2026-10-29: 106.30%2026-10-30: 110.43%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
86.95%
86.64%
83.06%
79.73%
74.28%
81.37%
80.91%
86.43%
94.69%
91.01%
93.16%
92.69%
90.22%
90.74%
79.71%
82.55%
83.57%
81.80%
88.37%
79.64%
92.43%
91.95%
90.16%
81.86%
91.19%
92.26%
89.30%
84.39%
81.91%
86.92%
84.44%
84.24%
82.38%
77.49%
83.35%
82.58%
82.08%
79.87%
75.21%
78.01%
75.32%
80.17%
75.00%
68.71%
73.47%
80.05%
92.30%
95.68%
94.94%
96.25%
97.47%
100.52%
100.75%
96.94%
101.71%
104.56%
106.99%
106.30%
110.43%